Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions

Robert L. Smith
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Robert L. Smith: The University of Michigan, Ann Arbor, Michigan

Operations Research, 1984, vol. 32, issue 6, 1296-1308

Abstract: We consider the Monte Carlo problem of generating points uniformly distributed within an arbitrary bounded (measurable) region. The class of Markovian methods considered generate points asymptotically uniformly distributed within the region. Computational experience suggests the methods are potentially superior to conventional rejection techniques for large dimensional regions.

Keywords: 621 random feasible solutions; 766 multivariate random number generation (search for similar items in EconPapers)
Date: 1984
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